Hello @Jarko,
this is a known issue tracked in #2415. There are some solutions in a related thread (1889).
There are different ways to do this, but the simplest one I recommend is to split the bookmark and the actual heading. Then, it’s just a matter of convenience. You can wrap it all in a custom function.
#set page(paper: "a7")
#{
show heading: none
heading("Heading")
}
#heading(bookmarked: false)[Heading#footnote[Footnote]]
#lorem(50)
For completeness, see: